Answer Description

A .exe file means that file is an executable file. The others are text/photo files which are less likely to be dangerous.

Wikipedia

.exe is a common filename extension denoting an executable file (the main execution point of a computer program) for qqDOS, OpenVMS, Microsoft Windows, Symbian or OS/2. Besides the executable program, many .exe files contain other components called resources, such as bitmap graphics and icons which the executable program may use for its graphical user …